WEI Xianhua

Name: WEI Xianhua


Research Areas: Financial Risk Management, Financial Management, Portfolio Management

E-mail: weixh@ucas.ac.cn

Administrative Title: Administrative Director of CAS-Reuters Joint Laboratory of Financial Risk Management,Vice Director of CAS Research Center On Fictitious Economy & Data Science


Highest Degree&Year Earned: Ph.D, 2004

Discipline:Finance and Statistics


Publication in the Past 5 Years:


1)English Journals&Journal Citations (SSCI/SCI/EI/CSSCI) 

1.Wei X , Li A , He Z . Impacts of Consensus Protocols and Trade Network Topologies on Blockchain System Performance[J]. Journal of Artificial Societies and Social Simulation, 2020, 23.      CSSCI 

2. Sustainable Blockchain System  SSCI      2020 

3. Meng X , Wei X , Chen Y . Estimation on Risk Factor Loading based on Mixed Vine Copula[J]. Advances in Management and Applied Economics, 2019, 9.  CSSCI 

4.Xiangying Meng, Xianhua Wei,Systematic Correlation is Priced as Risk Factor,Journal of Applied Finance & Banking,vol.8, no.6, 2018, 37-61   CSSCI 

5. Xiangying Meng, Xianhua Wei and Yinchao Chen, Estimation on Risk Factor Loading based on Mixed Vine Copula, Advances in Management & Applied Economics, vol.9, no.3, 2019, 79-97 CSSCI


2) Chinese Journals&Journal Citations (SSCI/SCI/EI/CSSCI) 

1. Aiya Li, Xinxin Zhao, Zhongjie Wang, Yige Wang, Xianhua Wei, Maimaiti. The application of block chain technology in the prevention and control of epidemics -- Taking New Coronavirus pneumonia COVID-19 as an example, [J]. people's forum academic frontiers, 2020 (05): 39-47. CSSCI 

2. Jing Yang, Bing Yang, Yueyan Zhang, Xianhua Wei. Research on China's urban salary difference coefficient based on purchasing power parity [J]. practice and understanding of Mathematics, 2018,48 (01): 103-108 CSSCI 

3. Shitong Liu, Xianhua Wei. Research on performance and influencing factors of China's bond funds based on data envelopment analysis [J]. Management modernization, 2018,38 (03): 1-5 CSSCI 

4. Xianhua Wei, Haofeng Zhou, Hongbo Guo. Empirical research on policy theme investment strategy and its influencing factors -- Analysis Based on the impact of capital flow [J]. Practice and understanding of mathematics, 2017,47 (19): 310-320 CSSCI 

5. Binqing Hu; Xianhua Wei, research on reversal returns in Chinese market [J], practice and understanding of mathematics, 2017 (13), 113-126 CSSCI 

6. Yueyan Zhang; Xianjun Li; Xiangying Meng; Xianhua Wei, research on the impact of executive compensation in automobile industry on enterprise innovation ability [J], management review, 2017 (6), 106-117 CSSCI 

7. Bin Wang; Xianhua Wei, regional conversion characteristics of asset returns and dynamic asset allocation [J], investment research, 2017 (6), 102-115 CSSCI 

8. Hongbo Guo; Xianhua Wei, order imbalance and stock return: Theory and demonstration [J], investment research, 2016 (7), 109-120 CSSCI 

9. Xianhua Wei; Yimeng Jiang; Yueyan Zhang; Xianjun Li, R & D Spillovers of Chinese high-tech enterprises and corporate stock returns: An Empirical Study Based on absorptive capacity [J], science and technology progress and policy, 2016 (14), 93-99 CI 

10. Feng Liu; Xianhua Wei; Xiaoguang Yang, migrant workers' remittances and urban integration: An Empirical Study Based on the survey data of three cities in Jiangsu [J], practice and understanding of mathematics, 2016 (11), 27-3710 CSSCI 

11. Bo Yang, Xianhua Wei, Xiaoguang Yang. Research on liquidity management of commercial banks in the European debt crisis -- from the perspective of differences in sovereign credit rating changes [J]. Management review, 2015,27 (05): 9-18“ CSSCI


Projects Statistics:

1) Number of Research Projects in the Past 5 Years: 1

2) Number of Industrial Projects in the Past 5 Years: 3


Professional Certification: Securities Qualification


Honor and Awards: Best Paper Award in the Third International Conference on Information Technology and Quantitative Management


Social Activities: Independent Director